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Current wargaming techniques are effective training and research instruments for military scenarios with fixed tools and boundaries on the problem. Control cells composed of officiants adjudicating and evaluating moves enforce these boundaries. Real-world crises, however, unfold in several dimensions in a chaotic context, a condition requiring decision-making under deep uncertainty. In this article, we assess how pedagogical exercises can be designed to effectively capture this level of complexity and describe a new framework for developing deeply immersive exercises. We propose a method for designing crisis environments that are dynamic, deep, and decentralized (3D). These obviate the need for a control cell and enhance the usefulness of exercises in preparing military and policy practitioners by better replicating real-world decision-making dynamics. This paper presents the application of this 3D method, which integrates findings from wargame and negotiation simulation design into immersive crisis exercises. We share observations from the research, design, and execution of "Red Horizon," an immersive crisis exercise held three times at Harvard University with senior civilian and military participants from multiple countries. It further explores connections to contemporary trends in international relations scholarship. [ABSTRACT FROM AUTHOR]